+184.0%
EXEL vs VYM
+76.3%
+107.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -2.9% | -1.9% | -1.0% | -1.5% |
| 30D | +11.9% | -2.6% | +14.5% | +14.1% |
| 3M | +9.2% | +3.6% | +5.6% | +6.5% |
| 6M | +39.1% | +8.7% | +30.4% | +30.7% |
| YTD | +31.0% | +14.1% | +16.9% | +18.7% |
| 1Y | +52.3% | +17.8% | +34.5% | +34.8% |
| 3Y | +159.7% | +64.5% | +95.2% | +78.9% |
| All | +184.0% | +76.3% | +107.7% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling